Mar 2019 – Oct 2019 · 7 mos · Amsterdam, North Holland, Netherlands

Jun 2017 – Feb 2019 · 1 yr 8 mos

May 2015 – Jul 2015 · 2 mos · Pittsburgh, PA

• Worked on latest computationally efficient camera technology – Dynamic Vision Sensors (DVS)
• Examined diverse computer vision techniques to get optical flow for DVS; modified KLT algorithm for event space
• Improved accuracy of optical flow by more than 50% by implementing a regression based algorithm
• Implemented RANSAC to improve robustness; suggested futuristic work in the field of Artificial Neural Networks

Nov 2014 – Dec 2014 · 1 mo · Mumbai, Maharashtra, India

• Assisted in model validation of a select quant based risk model for a global investment bank
• Performed risk based modelling using refinancing and prepayment models like Conditional Prepayment Rates & PSA
• Simulated short term interest rates and generated interest rate paths using 1 factor Hull White Model
• Used Monte Carlo based technique to simulate cash flows to price mortgage-backed securities (MBSs)

Sep 2014 – Nov 2014 · 2 mos

• Selected as a teaching assistant for the courses - Differential Equations and Communication Systems
• Differential Equations: Conducted regular assessments & weekly tutorial sessions for a class of 60+ sophomores
• Communication Systems: Counseled enrolled third year students in hour long weekly “Help Sessions”

Jul 2012 – Jun 2017 · 4 yrs 11 mos

May 2014 – Jul 2014 · 2 mos · Mumbai, Maharashtra, India

• Investigated factors affecting trading activities in Indian government bond markets
• Analyzed correlation between govt. bond price-movements and periodic news announcements
• Constructed a flexible code to load tabular data directly from Bloomberg onto in-house applications
• Created python scripts to cross-validate Bloomberg data with RBI data for discrepancies